How about

die("Bad type\n") unless Net::SNMP->can($bah);
$bah = Net::SNMP->$bah();
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Update: Since the types (and nothing else) are listed in @{$Net::SNMP::Message::EXPORT_TAGS{'types'}}, here are some safer alternatives:

%is_valid_type = map { $_ => 1 } (
                    @{$Net::SNMP::Message::EXPORT_TAGS{'types'}}
                 );

die("Bad type\n") unless $is_valid_type{$bah};
$bah = Net::SNMP::Message->$bah();
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or (better suited if you do numerous lookups):

%type_map = map { $_ => Net::SNMP::Message->$_() } (
               @{$Net::SNMP::Message::EXPORT_TAGS{'types'}}
            );

$bah = $type_map{$bah}
or die("Bad type\n");
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or (supports numerical and string types):

%type_map = map {
               my $type_num = Net::SNMP::Message->$_();
               ( $_ => $_, $_ => $type_num )
            } (
               @{$Net::SNMP::Message::EXPORT_TAGS{'types'}}
            );

$bah = $type_map{$bah}
or die("Bad type\n");
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None of this is tested.